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Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present

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References

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1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND1,011 cited
1995Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions200 cited

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1998Exchange Rates and Oil Prices303 cited
1998Inference in possibly integrated vector autoregressive models: some finite sample evidence144 cited
2004Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time119 cited
2004Does saving really matter for growth? Mexico (1970–2000)114 cited
2001A REVIEW OF SYSTEMS COINTEGRATION TESTS110 cited
2006Testing Twin Deficits Hypothesis using VARs and Variance Decomposition106 cited
1996Time-Series-Based Econometrics103 cited
2000Testing for the cointegrating rank of a VAR process with a time trend92 cited
1993A note on Johansen's cointegration procedure when trends are present82 cited
1998

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Export-led growth hypothesis for Australia: an empirical re-investigation

69 cited

2000Time-series evidence for Balassa’s export-led growth hypothesis68 cited

1998On the export-led growth hypothesis for the little dragons: An empirical reinvestigation59 cited

2000Modified lag augmented vector autoregressions58 cited

1999Productivity differentials, the relative price of non-tradables and real exchange rates57 cited

2005A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA57 cited

2003Comparison of tests for the cointegrating rank of a VAR process with a structural shift52 cited